On construction of the smallest one-sided confidence interval for the difference of two proportions

DOI10.1214/09-AOS744zbMATH Open1183.62054arXiv1002.4945MaRDI QIDQ2380102FDOQ2380102

Authors: Weizhen Wang 

Publication date: 24 March 2010

Published in: The Annals of Statistics (Search for Journal in Brave)

Abstract: For any class of one-sided $1-alpha$ confidence intervals with a certain monotonicity ordering on the random confidence limit, the smallest interval, in the sense of the set inclusion for the difference of two proportions of two independent binomial random variables, is constructed based on a direct analysis of coverage probability function. A special ordering on the confidence limit is developed and the corresponding smallest confidence interval is derived. This interval is then applied to identify the minimum effective dose (MED) for binary data in dose-response studies, and a multiple test procedure that controls the familywise error rate at level $alpha$ is obtained. A generalization of constructing the smallest one-sided confidence interval to other discrete sample spaces is discussed in the presence of nuisance parameters.

Full work available at URL: https://arxiv.org/abs/1002.4945

Recommendations

• On construction of the smallest one-sided confidence intervals and its application in identifying the minimum effective dose
• Smallest confidence intervals for one binomial proportion
• On small-sample confidence intervals for parameters in discrete distributions
• Stepwise Confidence Intervals for Monotone Dose–Response Studies
• A new exact confidence interval for the difference of two binomial proportions

zbMATH Keywords

binomial distributionPoisson distributionmultiple testscoverage probabilityminimum effective doseset inclusion

Mathematics Subject Classification ID

Applications of statistics to biology and medical sciences; meta analysis (62P10) Parametric tolerance and confidence regions (62F25) Paired and multiple comparisons; multiple testing (62J15)

Cites Work

• Choosing the optimal unconditioned test for comparing two independent proportions
• THE MEANING OF A SIGNIFICANCE LEVEL
• On closed testing procedures with special reference to ordered analysis of variance
• Title not available (Why is that?)
• Combining Multiple Comparisons and Modeling Techniques in Dose‐Response Studies
• Multiple Test Procedures for Dose Finding
• Smallest confidence intervals for one binomial proportion
• Interval Estimates in the Presence of Nuisance Parameters
• Stepwise multiple test procedures with biometric applications

Cited In (16)

• Exact confidence limits for the probability of response in two-stage designs
• On construction of the smallest one-sided confidence intervals and its application in identifying the minimum effective dose
• Optimal inference for Simon's two-stage design with over or under enrollment at the second stage
• Exact confidence intervals for the relative risk and the odds ratio
• A “Paradox” in Confidence Interval Construction Using Sufficient Statistics
• Exact confidence intervals for randomized response strategies
• An inductive order construction for the difference of two dependent proportions
• Generalized confidence intervals compatible with the min test for simultaneous comparisons of one subpopulation to several other subpopulations
• Confidence intervals for odds ratio from multistage randomized phase II trials
• Letter to the editor: Some comments on ``On construction of the smallest one-sided confidence interval for the difference of two proportions
• Practical valid inferences for the two-sample binomial problem
• On Construction of Optimal Exact Confidence Intervals
• Inference on the Minimum Effective Dose Using Binary Data
• Smallest confidence intervals for one binomial proportion
• One-sided simultaneous confidence intervals for effective dose steps in unbalanced designs
• Interpreting \(p\)-values and confidence intervals using well-calibrated null preference priors

This page was built for publication: On construction of the smallest one-sided confidence interval for the difference of two proportions

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2380102)